\((\log n)^\gamma \rho\), as in Definition 2 of the companion paper.
Arguments
- ncp
number of changepoints.
- n
number of observations.
- gamma
exponent,
gamma > 1recommended (default inCPLASSis 1.01).
\((\log n)^\gamma \rho\), as in Definition 2 of the companion paper.
number of changepoints.
number of observations.
exponent, gamma > 1 recommended (default in
CPLASS is 1.01).